| Client Hiring Credit Risk Business Analyst at Remote, Remote, USA |
| Email: [email protected] |
| From: Deepa Lavaniya, Tek Inspirations LLC [email protected] Reply to: [email protected] Title: Credit Risk Business Analyst Location Newyork,NY(Hybird) Duration 6 month Visa; Any MoI; Skype Need Only local consultant for this role JobDescription: Experience Risk SME knowledge to include Current CreditExposure, Potential Future Exposure, Delta, DV01, Gamma, Liquidity CoverageRatio, Vega, Value-at-Risk, Stressed Value-at-Risk. Role is funded by SDRprogram but we expect the individuals role to cover wider riskresponsibilities. See more details of requirements below: 7 years of experience in credit analytics and/or model validation Experience in developing models to calculate PFE and IA for derivatives transactions Experience in building stress models Experience in model validation Strong understanding of and interest in crypto and nuisances associated with trading digital assets Knowledge of swap dealer and/or other regulatory necessities Experience in building a dynamic portfolio margining tool Strong analytical and quantitative skills Ability to write code/program Strong communication skills Keywords: Iowa New York |
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| Sun Jun 25 01:04:00 UTC 2023 |